You have two options to get the lenses off.

1. You can bake the headlight for 10-15 minutes in an oven (it smells pretty bad)
2. You can use a heat gun around all of the seams to heat the adhesive glue up. (This is what I did)

I would recommend the second option. When you heat up the lens, try to do it in sections, and be VERY careful not to pry to hard and break the lens. Good news if you do happen to break a lens or choose to get something clearer, eBay sells prefacelift lenses for about $120. Ordered some a while back and they just came in the mail the other week. I'll be doing a full write up on everything when I get mine done. But I do have detailed pictures and some videos. Maybe I'll post them on youtube? I'll send you a link for the Angel Eyes too if you want. I went with CCFL's instead of the LED's because I wanted something that looked smooth. $27 from eBay.

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Running:
2001 E53 3.0i Black 5MT Style 87, Eibach Swaybars, Headers, Turner Monoball Bushings, Oil pump nut fix, E60 short shifter + ZHP shift knob, Sport Swap 204K (G-power supercharger coming soon)
2011 E70 35d Blue Style 214 3" exhaust, Dudmd stage 2, 2" HR lowering springs
2012 E70 35d Black Style 215

Sold:
2002 e39 540i 6MT Black sport, M5 LSD, M60 Intake manifold
2003 e39 525i Auto Grey Sport